Since most comets are on a predictable orbit that has them circling the sun (several times), then they cannot be from outside the solar system.
Any comet that originates outside the solar system, will pick up enough velocity approaching the sun to be able to leave the solar system. Therefore, we would only see the comet once. It is unlikely that the comet approaches Jupiter (Saturn, Neptune or Uranus) where the trajectory shifts enough so that it will remain in the solar system.
Since the solar system is believe to be formed from the gravitational attraction of interstellar gas and debris, it is very unlikely that comets will be ejected unless their orbits are perturbed.
So, there is a low probability of a comet being ejected from one system, another low probability that the comet will encounter another system (after millions and billions of years) and yet another low probability that the comet gets captured in the system.
Added:
If the object was pushed out to 1 LY and it then returned as a comet, it was still under the influence the sun's gravity and would not be considered as extra-solar. The object would need to come from another system to be called extra-solar. Since the ejected objects are in a nearby orbit to the solar system, they will either return, or travel outward. Think about a satellite with a period of 12 hours. A slight push will put it in orbit 2 meters higher, and will increase the period significantly.
There is a lot of space at Neptune's orbital distance, and the intersection with Neptune's gravity is quite small (ratio of area of influence (0.1g) / surface area = ${8.6\times 10^{-11}}$). The reason the Jupiter captures asteroids is because they are in the same plane and are moving in the same direction. This increases the probability of changing the orbit significantly. It could also take several hundred passes before the orbit changes significantly.
The area of influence is the cross section area where the gravity is greater than 0.1g. The surface area is the spherical surface area of the mean distance to the planet.
Jupiter - ${5.325\times 10^{-8}}$ ~= 0.0000053%
Saturn - ${4.703\times 10^{-9}}$ ~= 0.00000047%
Uranus - ${1.791\times 10^{-10}}$ ~= 0.000000018%
Neptune - ${8.605\times 10^{-11}}$ ~= 0.0000000086%