Is there objective evidence that government is "too big" in all cases? When you look at health care as an example - the US seems to have a rather inefficient s

Is there objective evidence that government is "too big" in all cases? When you look at health care as an example - the US seems to have a rather inefficient system when compared to single payer (government) in other western countries. I think we need to give up our dogma (capitalism == good, government == bad) - and look at the objective evidence.