+69.4%
ISRG vs GEHC
+31.6%
+37.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.7% |
| 7D | +4.8% | +7.6% | -2.8% | +2.1% |
| 30D | +9.2% | +27.5% | -18.2% | -0.2% |
| 3M | +21.2% | +17.2% | +3.9% | +14.2% |
| 6M | +0.2% | +33.6% | -33.4% | -10.1% |
| YTD | -20.1% | +0.6% | -20.7% | -21.2% |
| 1Y | -17.3% | +11.3% | -28.6% | -21.6% |
| 3Y | +63.3% | +16.5% | +46.8% | +47.6% |
| All | +69.4% | +31.6% | +37.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling