+9,303.7%
FTNT vs SWK
+197.1%
+9,106.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -4.8% | -5.7% | +0.9% | -2.7% |
| 3M | +4.4% | +24.1% | -19.6% | -4.7% |
| 6M | +88.8% | +24.7% | +64.1% | +70.1% |
| YTD | +96.8% | +33.9% | +62.9% | +71.2% |
| 1Y | +104.5% | +34.7% | +69.8% | +76.1% |
| 3Y | +156.8% | +15.3% | +141.5% | +121.3% |
| 5Y | +144.1% | -39.3% | +183.3% | +170.6% |
| 10Y | +2,021.8% | +2.5% | +2,019.3% | +1,519.6% |
| All | +9,303.7% | +197.1% | +9,106.6% | +3,619.3% |
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