+144.5%
FTNT vs SWK
+46.5%
+98.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -5.0% |
| 7D | -11.9% | +11.3% | -23.2% | -13.1% |
| 30D | -35.9% | +28.1% | -64.0% | -38.2% |
| 3M | -25.4% | +12.6% | -37.9% | -26.6% |
| 6M | +36.2% | +51.7% | -15.5% | +27.4% |
| YTD | +54.3% | +60.0% | -5.7% | +42.0% |
| 1Y | +42.5% | +72.7% | -30.2% | +29.0% |
| All | +144.5% | +46.5% | +98.0% | +114.8% |
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