-75.9%
NKTR vs SPY
+322.5%
-398.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.0% |
| 30D | -8.2% | -1.1% | -7.2% | -6.9% |
| 3M | +17.8% | +3.9% | +14.0% | +11.9% |
| 6M | -4.9% | +13.6% | -18.5% | -19.9% |
| YTD | +65.0% | +12.7% | +52.3% | +40.0% |
| 1Y | +47.8% | +17.5% | +30.3% | +19.1% |
| 3Y | +615.5% | +76.9% | +538.6% | +262.2% |
| 5Y | -70.8% | +83.6% | -154.4% | -85.2% |
| All | -75.9% | +322.5% | -398.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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