-92.6%
NTLA vs SPY
+79.8%
-172.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.1% |
| 7D | -5.9% | -2.0% | -3.9% | -2.1% |
| 30D | -0.7% | -1.7% | +0.9% | +2.7% |
| 3M | -2.2% | +4.7% | -6.9% | -10.2% |
| 6M | -11.4% | +12.5% | -23.9% | -28.7% |
| YTD | +32.7% | +11.7% | +21.0% | +8.9% |
| 1Y | +5.7% | +17.5% | -11.8% | -21.2% |
| 3Y | -68.5% | +76.6% | -145.1% | -89.3% |
| 5Y | -92.6% | +82.0% | -174.6% | -97.4% |
| All | -92.6% | +79.8% | -172.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling