-92.7%
NTLA vs SPY
+72.1%
-164.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -7.3% |
| 7D | -14.5% | +2.6% | -17.1% | -18.5% |
| 30D | -15.1% | -2.0% | -13.2% | -10.9% |
| 3M | -18.0% | -2.8% | -15.2% | -12.3% |
| 6M | -32.1% | +2.1% | -34.2% | -33.6% |
| YTD | +7.9% | +11.5% | -3.6% | -10.1% |
| 1Y | +11.9% | +13.5% | -1.6% | -9.5% |
| 3Y | -59.3% | +77.7% | -137.0% | -86.2% |
| All | -92.7% | +72.1% | -164.8% | -97.1% |
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 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