+1,095.1%
UPRO vs BIIB
-20.7%
+1,115.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | +7.4% | +2.0% | +5.4% | +6.5% |
| 30D | -7.9% | +8.8% | -16.7% | -11.4% |
| 3M | -12.0% | +20.3% | -32.3% | -19.2% |
| 6M | -2.0% | +23.9% | -25.9% | -12.5% |
| YTD | +20.4% | +44.0% | -23.6% | -0.9% |
| 1Y | +24.5% | +53.8% | -29.3% | -0.7% |
| 3Y | +224.4% | +13.8% | +210.5% | +190.8% |
| 5Y | +97.6% | -6.3% | +103.9% | +92.4% |
| All | +1,095.1% | -20.7% | +1,115.8% | +981.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling