+1,155.8%
UPRO vs BIIB
-26.8%
+1,182.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.8% |
| 7D | -6.0% | -4.0% | -2.0% | -4.3% |
| 30D | -5.8% | +5.7% | -11.4% | -8.2% |
| 3M | +10.8% | +10.9% | -0.1% | +4.4% |
| 6M | +31.6% | +14.3% | +17.2% | +21.2% |
| YTD | +25.4% | +22.4% | +3.0% | +11.2% |
| 1Y | +39.2% | +51.1% | -11.8% | +10.9% |
| 3Y | +218.5% | -16.8% | +235.3% | +229.8% |
| 5Y | +137.1% | -28.1% | +165.2% | +159.4% |
| All | +1,155.8% | -26.8% | +1,182.6% | +1,144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BIIB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling