+152.4%
FTNT vs SWK
+15.2%
+137.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -4.8% | -5.7% | +0.9% | -3.9% |
| 3M | +4.4% | +24.1% | -19.6% | +0.7% |
| 6M | +88.8% | +24.7% | +64.1% | +81.1% |
| YTD | +96.8% | +33.9% | +62.9% | +85.8% |
| 1Y | +104.5% | +34.7% | +69.8% | +92.3% |
| All | +152.4% | +15.2% | +137.3% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling