+7,271.2%
FTNT vs SWK
+254.8%
+7,016.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.4% |
| 7D | -11.9% | +11.3% | -23.2% | -15.7% |
| 30D | -35.9% | +28.1% | -64.0% | -42.1% |
| 3M | -25.4% | +12.6% | -37.9% | -29.4% |
| 6M | +36.2% | +51.7% | -15.5% | +13.8% |
| YTD | +54.3% | +60.0% | -5.7% | +24.2% |
| 1Y | +42.5% | +72.7% | -30.2% | +10.9% |
| 3Y | +142.7% | +46.3% | +96.4% | +89.3% |
| 5Y | +79.5% | -24.6% | +104.2% | +81.4% |
| 10Y | +1,883.6% | +32.2% | +1,851.4% | +1,245.6% |
| All | +7,271.2% | +254.8% | +7,016.4% | +2,597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling