Gilead Sciences (GILD) had the highest return between 1999 and 2003 by a mega-cap US stock, returning 468.5%.

ASSET	YEARS	% RETURN
Gilead Sciences (GILD)	1999-2003	468.53%
Lam Research (LRCX)	1999-2003	434.65%
UnitedHealth (UNH)	1999-2003	433.19%
NVIDIA (NVDA)	1999-2003	342%
BHP (BHP)	1999-2003	269.6%
Netflix (NFLX)	1999-2003	237.89%
Toronto Dominion Bank (TD)	1999-2003	146.86%
Amgen (AMGN)	1999-2003	136.23%
LIN TV (LIN)	1999-2003	131.11%
Royal Bank of Canada (RY)	1999-2003	119.71%
Applied Materials (AMAT)	1999-2003	109.35%
Caterpillar (CAT)	1999-2003	99.66%
RTX (RTX)	1999-2003	86.58%
ASML Holding NV New York Registry Shares (ASML)	1999-2003	85.79%
Taiwan Semiconductor Manufacturing (TSM)	1999-2003	84.93%
Oracle (ORCL)	1999-2003	81.96%
Morgan Stanley (MS)	1999-2003	76.33%
Thermo Fisher Scientific (TMO)	1999-2003	70.43%
Wells Fargo (WFC)	1999-2003	65.35%
Bank of America (BAC)	1999-2003	62.33%
HSBC Holdings PLC ADR (HSBC)	1999-2003	51.9%
American Express (AXP)	1999-2003	47.59%
Texas Instruments (TXN)	1999-2003	38.58%
Toyota Motor Corporation ADR (TM)	1999-2003	34.68%
Goldman Sachs (GS)	1999-2003	34.06%

Mega-cap stocks are treated as having a market cap of $200B+.