+378.0%
BSX vs UPRO
+14,289.1%
-13,911.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | -2.1% | +1.9% | -4.1% | -3.6% |
| 6M | -33.8% | +33.1% | -66.9% | -40.5% |
| YTD | -49.9% | +31.8% | -81.7% | -55.0% |
| 1Y | -55.4% | +48.3% | -103.7% | -61.8% |
| 3Y | -10.9% | +221.5% | -232.3% | -44.3% |
| 5Y | +6.4% | +136.7% | -130.3% | -32.8% |
| 10Y | +97.0% | +1,179.2% | -1,082.1% | -43.5% |
| All | +378.0% | +14,289.1% | -13,911.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling