-42.4%
NTLA vs SPY
+345.4%
-387.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.3% |
| 30D | +16.1% | +0.1% | +16.1% | +16.2% |
| 3M | -13.6% | +2.0% | -15.6% | -15.9% |
| 6M | -7.8% | +13.0% | -20.8% | -25.1% |
| YTD | +41.7% | +13.5% | +28.2% | +14.9% |
| 1Y | +9.6% | +20.0% | -10.3% | -19.4% |
| 3Y | -66.2% | +77.2% | -143.4% | -87.3% |
| 5Y | -92.8% | +81.9% | -174.7% | -97.2% |
| 10Y | -35.7% | +314.1% | -349.7% | -92.0% |
| All | -42.4% | +345.4% | -387.8% | -93.2% |
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