EXELIXIS
Free full Seasonality data:
EXEL vs SPY 1 Year Daily ReturnsEXEL has a beta of 0.5. In the past year, EXEL has been less volatile than the S&P500.
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EXEL Historical BetaSince 2024-07-17, the beta for EXEL changed by +0.28 and had an average of 0.3.
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EXEL Sharpe RatioEXEL has a 1 year sharpe of 2.32 which is +1.98 compared to the S&P500.
Display:
1y
Timeframe:
1y
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EXEL Daily P/L Normal DistributionEXEL has a P/L mean of 0.31% and a std dev of 2.67%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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EXEL 1 Year DrawdownEXEL had a max drawdown of 13.12% in the previous year.
1y
EXEL Yearly Drawdown Duration