-24.4%
ISRG vs GEHC
-16.2%
-8.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.8% |
| 7D | -5.0% | -7.6% | +2.6% | -2.0% |
| 30D | -10.2% | -10.7% | +0.4% | -6.1% |
| 3M | -17.2% | -1.2% | -16.0% | -16.7% |
| 6M | -28.4% | -13.7% | -14.7% | -24.8% |
| YTD | -37.6% | -20.4% | -17.2% | -32.6% |
| 1Y | -24.4% | -17.0% | -7.4% | -20.4% |
| All | -24.4% | -16.2% | -8.2% | -20.4% |
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 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