Netflix (NFLX) had the highest return in May 2014 by a large-cap US stock, returning 28.9%.

ASSET	MONTH	% RETURN
Netflix (NFLX)	May 2014	28.94%
Amkor Technology (AMKR)	May 2014	27.49%
Electronic Arts (EA)	May 2014	23.35%
Texas Pacific Land Trust (TPL)	May 2014	21.75%
Kratos Defense & Security Solutions (KTOS)	May 2014	21.57%
Cheniere Energy (LNG)	May 2014	20.17%
Alnylam Pharmaceuticals (ALNY)	May 2014	19.78%
Trip Group Ltd ADR (TCOM)	May 2014	19.41%
Sterling Construction (STRL)	May 2014	19.4%
EXACT Sciences (EXAS)	May 2014	19.19%
Tower Semiconductor (TSEM)	May 2014	19.05%
Palo Alto Networks (PANW)	May 2014	17.23%
MicroStrategy (MSTR)	May 2014	16.76%
Nebius (NBIS)	May 2014	16.5%
Illumina (ILMN)	May 2014	16.46%
Comfort Systems USA (FIX)	May 2014	16.29%
Pilgrims Pride (PPC)	May 2014	16.16%
InterContinental Hotels Group PLC ADR (IHG)	May 2014	16.14%
ICICI Bank (IBN)	May 2014	16%
JD Inc Adr (JD)	May 2014	14.94%
Dillard's (DDS)	May 2014	14.93%
Sunoco (SUN)	May 2014	13.97%
Westlake Chemical (WLK)	May 2014	13.95%
Smith & Nephew SNATS (SNN)	May 2014	13.94%
EchoStar (SATS)	May 2014	13.87%

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