-42.4%
NTLA vs SPY
+343.0%
-385.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.0% |
| 7D | +0.4% | +0.5% | -0.1% | -0.6% |
| 30D | +6.7% | -0.9% | +7.6% | +8.6% |
| 3M | -5.6% | +3.9% | -9.4% | -11.3% |
| 6M | -5.2% | +14.5% | -19.7% | -24.7% |
| YTD | +41.7% | +12.9% | +28.8% | +16.0% |
| 1Y | +7.6% | +19.4% | -11.8% | -20.2% |
| 3Y | -66.4% | +78.5% | -144.8% | -87.5% |
| 5Y | -92.0% | +81.8% | -173.8% | -96.9% |
| 10Y | -41.6% | +311.5% | -353.1% | -92.7% |
| All | -42.4% | +343.0% | -385.3% | -93.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling