+1,789.3%
FTNT vs SWK
+29.6%
+1,759.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -12.7% | +11.0% | -23.7% | -15.7% |
| 30D | -37.2% | +30.1% | -67.3% | -42.6% |
| 3M | -25.8% | +14.7% | -40.4% | -29.5% |
| 6M | +32.1% | +44.5% | -12.4% | +15.6% |
| YTD | +49.7% | +59.4% | -9.7% | +25.0% |
| 1Y | +47.6% | +77.5% | -30.0% | +18.4% |
| 3Y | +137.2% | +49.5% | +87.7% | +91.1% |
| 5Y | +74.2% | -24.9% | +99.0% | +77.5% |
| All | +1,789.3% | +29.6% | +1,759.8% | +1,261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling