NetEase (NTES) had the highest return between 2002 and 2003 by a large-cap US stock, returning 4,823.5%.

ASSET	YEARS	% RETURN
NetEase (NTES)	2002-2003	4,823.49%
Cheniere Energy (LNG)	2002-2003	1,131.66%
Axon Enterprise (AXON)	2002-2003	502.6%
ArcelorMittal SA ADR (MT)	2002-2003	392.78%
Amazon (AMZN)	2002-2003	381.16%
Deckers Outdoor (DECK)	2002-2003	363.72%
Tractor Supply (TSCO)	2002-2003	355.41%
Southern Copper (SCCO)	2002-2003	317.79%
Royal Gold (RGLD)	2002-2003	313.7%
Dick’s Sporting Goods (DKS)	2002-2003	297.24%
Tapestry (TPR)	2002-2003	292%
ICICI Bank (IBN)	2002-2003	289.58%
Old Dominion Freight Line (ODFL)	2002-2003	283.54%
Kinross Gold (KGC)	2002-2003	275.11%
Bancolombia SA ADR (CIB)	2002-2003	269.49%
Align Technology (ALGN)	2002-2003	266.89%
Crown (CCK)	2002-2003	255.29%
Netflix (NFLX)	2002-2003	237.81%
Cognizant Technology Solutions Corp Class A (CTSH)	2002-2003	234.66%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2002-2003	227.08%
Freeport-McMoran Copper & Gold (FCX)	2002-2003	221.47%
ON Semiconductor (ON)	2002-2003	210.05%
Boston Scientific (BSX)	2002-2003	208.91%
Gold Fields Ltd ADR (GFI)	2002-2003	203.44%
AngloGold Ashanti (AU)	2002-2003	188.9%

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