+53.1%
FTNT vs SWK
+76.3%
-23.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | -1.0% | -2.3% | +1.3% | -1.1% |
| 30D | -33.6% | +30.4% | -64.0% | -32.9% |
| 3M | -20.9% | +12.1% | -33.0% | -19.8% |
| 6M | +11.0% | +49.1% | -38.1% | +12.0% |
| YTD | +61.3% | +60.4% | +0.9% | +62.1% |
| 1Y | +53.1% | +78.3% | -25.2% | +53.2% |
| All | +53.1% | +76.3% | -23.2% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling