+452.1%
NKTR vs SPY
+78.1%
+374.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.7% |
| 7D | 0.0% | +2.6% | -2.6% | -4.6% |
| 30D | +1.0% | -2.0% | +3.0% | +4.8% |
| 3M | -50.9% | -2.8% | -48.1% | -48.5% |
| 6M | -50.9% | +2.1% | -53.1% | -53.3% |
| YTD | -11.8% | +11.5% | -23.3% | -30.1% |
| 1Y | -30.9% | +13.5% | -44.4% | -47.1% |
| 3Y | +452.1% | +77.7% | +374.4% | +3.9% |
| All | +452.1% | +78.1% | +374.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling