Monster Beverage (MNST) had the highest return between 2001 and 2005 by a large-cap US stock, returning 4,035.8%.

ASSET	YEARS	% RETURN
Monster Beverage (MNST)	2001-2005	4,035.77%
Cheniere Energy (LNG)	2001-2005	3,027.7%
Tractor Supply (TSCO)	2001-2005	2,390.19%
NetEase (NTES)	2001-2005	1,696.82%
Clean Harbors (CLH)	2001-2005	1,517.45%
Hologic (HOLX)	2001-2005	1,344.57%
Banco Bradesco SA ADR (BBD)	2001-2005	1,257.53%
Axon Enterprise (AXON)	2001-2005	1,093.23%
Cameco (CCJ)	2001-2005	1,074.87%
ArcelorMittal SA ADR (MT)	2001-2005	1,025.58%
Apple (AAPL)	2001-2005	866.88%
CME (CME)	2001-2005	866.49%
Tapestry (TPR)	2001-2005	831.77%
Old Dominion Freight Line (ODFL)	2001-2005	809.82%
Cognizant Technology Solutions Corp Class A (CTSH)	2001-2005	727.09%
Canadian Natural Resources (CNQ)	2001-2005	685.38%
Vale SA ADR (VALE)	2001-2005	681.74%
Tenaris SA ADR (TS)	2001-2005	678.9%
ANSYS (ANSS)	2001-2005	659.43%
Western Digital (WDC)	2001-2005	626.25%
Intuitive Surgical (ISRG)	2001-2005	621.68%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2001-2005	618.72%
CarMax (KMX)	2001-2005	602.97%
Freeport-McMoran Copper & Gold (FCX)	2001-2005	592.76%
Southern Copper (SCCO)	2001-2005	586.01%

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