Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PBF vs BMRN✓SelectedUSD · BMRNPBF vs BMRN performance historyLatest closeAs of+3.27%09/08
Stock and ETF performance explorer

PBF vs BMRN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+344.9%
BMRN return
+29.5%
Excess return
+315.4%
Maximum drawdown
-91.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioBMRNExcessAlpha
1D+3.3%-2.9%+6.1%+4.1%
7D+2.4%-0.3%+2.7%+2.4%
30D+24.9%+1.3%+23.6%+24.2%
3M+81.9%+14.3%+67.6%+73.9%
6M+79.4%+5.7%+73.6%+73.8%
YTD+188.3%+8.7%+179.6%+175.8%
1Y+177.3%+14.6%+162.6%+159.1%
3Y+56.0%-28.3%+84.3%+64.5%
5Y+804.0%-15.7%+819.8%+771.9%
10Y+334.1%-33.7%+367.8%+319.6%
All+344.9%+29.5%+315.4%+257.2%

Cumulative growth

Daily Returns

Daily percentage return beside BMRN.

Daily Out/Under-Performance

Portfolio return minus BMRN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BMRN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BMRN 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling