+37.2%
ISRG vs GEHC
+10.0%
+27.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.6% | -4.0% | +2.4% | -0.1% |
| 30D | -2.3% | -2.0% | -0.3% | -1.5% |
| 3M | -12.4% | +8.0% | -20.4% | -15.0% |
| 6M | -26.8% | -12.8% | -14.1% | -23.7% |
| YTD | -35.3% | -15.9% | -19.3% | -31.7% |
| 1Y | -19.3% | -6.9% | -12.4% | -18.2% |
| 3Y | +18.1% | 0.0% | +18.2% | +13.0% |
| All | +37.2% | +10.0% | +27.2% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling