Apple (AAPL) had the highest return between 2003 and 2006 by a mega-cap US stock, returning 1,081.8%.

ASSET	YEARS	% RETURN
Apple (AAPL)	2003-2006	1,081.79%
NVIDIA (NVDA)	2003-2006	517.36%
Lam Research (LRCX)	2003-2006	361.02%
Alphabet Inc Class A (GOOGL)	2003-2006	360.42%
Netflix (NFLX)	2003-2006	336.64%
Advanced Micro Devices (AMD)	2003-2006	210.21%
Novo Nordisk A-S (NVO)	2003-2006	204.51%
Goldman Sachs (GS)	2003-2006	203.77%
McDonald’s (MCD)	2003-2006	196.46%
Royal Bank of Canada (RY)	2003-2006	195.31%
ASML Holding NV ADR (ASML)	2003-2006	183.17%
Caterpillar (CAT)	2003-2006	173.72%
SAP SE ADR (SAP)	2003-2006	170.3%
Toyota Motor Corporation ADR (TM)	2003-2006	167.28%
UnitedHealth (UNH)	2003-2006	157.79%
Chevron (CVX)	2003-2006	150.73%
Mastercard (MA)	2003-2006	144.71%
Salesforce (CRM)	2003-2006	143%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	2003-2006	140.65%
Exxon Mobil (XOM)	2003-2006	139.79%
Thermo Fisher Scientific (TMO)	2003-2006	122.56%
JPMorgan Chase (JPM)	2003-2006	119.75%
Taiwan Semiconductor Manufacturing (TSM)	2003-2006	119.1%
Morgan Stanley (MS)	2003-2006	118.61%
LIN TV (LIN)	2003-2006	117.7%

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