NetEase (NTES) had the highest return between 2002 and 2006 by a large-cap US stock, returning 9,869.8%.

ASSET	YEARS	% RETURN
NetEase (NTES)	2002-2006	9,869.8%
Monster Beverage (MNST)	2002-2006	6,250%
Cheniere Energy (LNG)	2002-2006	5,977.85%
ArcelorMittal SA ADR (MT)	2002-2006	2,592.64%
Bancolombia SA ADR (CIB)	2002-2006	2,354.82%
Tenaris SA ADR (TS)	2002-2006	1,615.54%
Clean Harbors (CLH)	2002-2006	1,345.07%
Deckers Outdoor (DECK)	2002-2006	1,256.11%
CME (CME)	2002-2006	1,248.03%
Southern Copper (SCCO)	2002-2006	1,165.96%
Vale SA ADR (VALE)	2002-2006	1,055.74%
Cognizant Technology Solutions Corp Class A (CTSH)	2002-2006	1,031.5%
Alamos Gold (AGI)	2002-2006	967.92%
Cameco (CCJ)	2002-2006	928.9%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2002-2006	918.59%
Hologic (HOLX)	2002-2006	916.77%
ICICI Bank (IBN)	2002-2006	883.56%
Canadian Natural Resources (CNQ)	2002-2006	832.46%
Teck Resources Ltd Class B (TECK)	2002-2006	820.43%
Tapestry (TPR)	2002-2006	792.21%
Akamai Technologies (AKAM)	2002-2006	776.57%
Crown (CCK)	2002-2006	720.42%
Dick’s Sporting Goods (DKS)	2002-2006	699.87%
Apple (AAPL)	2002-2006	669.47%
America Movil SAB de CV ADR (AMX)	2002-2006	633.87%

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