+72.3%
ISRG vs GEHC
+34.3%
+38.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +5.4% | +5.6% | -0.2% | +3.4% |
| 30D | +8.6% | +27.9% | -19.3% | -0.9% |
| 3M | +21.6% | +17.1% | +4.4% | +14.6% |
| 6M | +2.3% | +32.5% | -30.2% | -8.0% |
| YTD | -18.7% | +2.7% | -21.3% | -20.4% |
| 1Y | -17.8% | +15.3% | -33.0% | -23.0% |
| 3Y | +69.1% | +23.7% | +45.4% | +49.9% |
| All | +72.3% | +34.3% | +38.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling