Tractor Supply (TSCO) had the highest return between 2001 and 2003 by a large-cap US stock, returning 1,734.9%.

ASSET	YEARS	% RETURN
Tractor Supply (TSCO)	2001-2003	1,734.94%
NetEase (NTES)	2001-2003	1,081.32%
Axon Enterprise (AXON)	2001-2003	1,076.79%
CarMax (KMX)	2001-2003	685.5%
Royal Gold (RGLD)	2001-2003	630.22%
Boston Scientific (BSX)	2001-2003	444.59%
Tyler Technologies (TYL)	2001-2003	431.31%
Tapestry (TPR)	2001-2003	427.52%
Old Dominion Freight Line (ODFL)	2001-2003	411.18%
Clean Harbors (CLH)	2001-2003	400.22%
Freeport-McMoran Copper & Gold (FCX)	2001-2003	397.46%
Cheniere Energy (LNG)	2001-2003	391.58%
Kinross Gold (KGC)	2001-2003	373.49%
Penske Automotive (PAG)	2001-2003	369.84%
Western Digital (WDC)	2001-2003	360.11%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2001-2003	357.24%
Gold Fields Ltd ADR (GFI)	2001-2003	348.47%
Deckers Outdoor (DECK)	2001-2003	309.97%
CACI International (CACI)	2001-2003	309.43%
Genesis Healthcare (GEN)	2001-2003	304.4%
Southern Copper (SCCO)	2001-2003	304.06%
Dick’s Sporting Goods (DKS)	2001-2003	297.24%
eBay (EBAY)	2001-2003	283.58%
NVR (NVR)	2001-2003	277.02%
Cognizant Technology Solutions Corp Class A (CTSH)	2001-2003	275.43%

Large-cap stocks are treated as having a market cap of $10B+.