EXEL·Exelixis Inc.

Realized volatility (21d)

27.1% 11th pct

Below its peak

-0.4%

vs 200-day average

+19.9%

Up days (1y)

52%

Exelixis Inc. is currently running 27.1% annualised volatility over the last 21 sessions. Measured against EXEL's own 13 years of daily returns rather than a market-wide average, that is the 11th percentile — unusually subdued by its own history, against a typical reading of 43.1%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

EXEL is at its running peak. Across 12 full years on file its median worst-drawdown-in-a-year was -34.6%, with the deepest at -84.4% in 2014 — so highs have historically been given back before they were extended.

Price sits +19.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 73rd percentile — a somewhat wider gap than its own norm. Over the past year EXEL closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, EXEL finished the month higher 5 of 13 times, with a median return of -6.8% and an average of -3.5%. Its strongest month historically has been November at +7.3% on average, its weakest March at -4.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: EXEL has opened more than 2% away from the prior close in 387 of 3,267 sessions (11.8% of the time), with the largest gaps running +40.7% and -27.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against EXEL's own 13-year history, not a peer group or index.