-20.1%
ISRG vs GEHC
+14.6%
-34.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +5.4% | +5.6% | -0.2% | +3.3% |
| 30D | +8.6% | +27.9% | -19.3% | -1.2% |
| 3M | +21.6% | +17.1% | +4.4% | +14.3% |
| 6M | +2.3% | +32.5% | -30.2% | -8.0% |
| YTD | -18.7% | +2.7% | -21.3% | -21.4% |
| All | -20.1% | +14.6% | -34.7% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling