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The hormone cortisol is likely to be a key mediator of the stress response that influences multiple physiologic systems that are involved in common chronic disease, including the cardiovascular system, the immune system, and metabolism. In this paper, a candidate gene approach was used to investigate genetic contributions to variability in multiple correlated features of the daily cortisol profile in a sample of European Americans, African Americans, and Hispanic Americans from the Multi-Ethnic Study of Atherosclerosis (MESA). We proposed and applied a new gene-level multiple-phenotype analysis and carried out a meta-analysis to combine the ethnicity specific results. This new analysis, instead of a more routine single marker-single phenotype approach identified a significant association between one gene (ADRB2) and cortisol features (meta-analysis p-value=0.0025), which was not identified by three other commonly used existing analytic strategies: 1. Single marker association tests involving each single cortisol feature separately; 2. Single marker association tests jointly testing for multiple cortisol features; 3. Gene-level association tests separately carried out for each single cortisol feature. The analytic strategies presented consider different hypotheses regarding genotype-phenotype association and imply different costs of multiple testing. The proposed gene-level analysis integrating multiple cortisol features across multiple ethnic groups provides new insights into the gene-cortisol association.