-56.1%
NTLA vs SPY
+337.3%
-393.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -7.4% |
| 7D | -14.5% | +2.6% | -17.1% | -18.2% |
| 30D | -15.1% | -2.0% | -13.2% | -11.2% |
| 3M | -18.0% | -2.8% | -15.2% | -12.7% |
| 6M | -32.1% | +2.1% | -34.2% | -33.4% |
| YTD | +7.9% | +11.5% | -3.6% | -8.7% |
| 1Y | +11.9% | +13.5% | -1.6% | -7.9% |
| 3Y | -59.3% | +77.7% | -137.0% | -84.6% |
| 5Y | -92.7% | +72.6% | -165.3% | -96.8% |
| 10Y | -34.5% | +308.2% | -342.6% | -91.6% |
| All | -56.1% | +337.3% | -393.4% | -94.6% |
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