Axon Enterprise (AXON) had the highest return between 1999 and 2004 by a large-cap US stock, returning 5,326%.

ASSET	YEARS	% RETURN
Axon Enterprise (AXON)	1999-2004	5,326.02%
Deckers Outdoor (DECK)	1999-2004	2,110.5%
Cheniere Energy (LNG)	1999-2004	1,709.67%
Cognizant Technology Solutions Corp Class A (CTSH)	1999-2004	1,558.61%
NVR (NVR)	1999-2004	1,513.42%
Laboratory Corporation of America (LH)	1999-2004	1,349.44%
Qualcomm (QCOM)	1999-2004	1,209.9%
Tapestry (TPR)	1999-2004	1,028.03%
Quest Diagnostics (DGX)	1999-2004	984.56%
Pool (POOL)	1999-2004	975.36%
Coherent (COHR)	1999-2004	962.24%
Logitech International (LOGI)	1999-2004	912.09%
Genesis Healthcare (GEN)	1999-2004	858.52%
Clean Harbors (CLH)	1999-2004	828.62%
East West Bancorp (EWBC)	1999-2004	782.72%
Biogen (BIIB)	1999-2004	749.21%
Infosys Ltd ADR (INFY)	1999-2004	721.21%
UnitedHealth (UNH)	1999-2004	706.81%
Suzano Papel e Celulose SA ADR (SUZ)	1999-2004	609.76%
Neurocrine Biosciences (NBIX)	1999-2004	604.29%
Cooper Companies, Inc Common Stock (COO)	1999-2004	584.1%
Gilead Sciences (GILD)	1999-2004	582.75%
Old Dominion Freight Line (ODFL)	1999-2004	580.89%
Monster Beverage (MNST)	1999-2004	578.53%
Trimble (TRMB)	1999-2004	577.77%

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