-33.7%
NKTR vs SPY
+2,844.4%
-2,878.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | 0.0% | +2.6% | -2.6% | -3.2% |
| 30D | +1.0% | -2.0% | +3.0% | +3.7% |
| 3M | -50.9% | -2.8% | -48.1% | -49.2% |
| 6M | -50.9% | +2.1% | -53.1% | -52.3% |
| YTD | -11.8% | +11.5% | -23.3% | -23.5% |
| 1Y | -30.9% | +13.5% | -44.4% | -41.3% |
| 3Y | +452.1% | +77.7% | +374.4% | +183.2% |
| 5Y | -81.4% | +72.6% | -154.0% | -89.6% |
| 10Y | -82.8% | +308.2% | -390.9% | -96.7% |
| All | -33.7% | +2,844.4% | -2,878.2% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling