Tractor Supply (TSCO) had the highest return between 2001 and 2003 by a large-cap US stock, returning 1,735%.

ASSET	YEARS	% RETURN
Tractor Supply (TSCO)	2001-2003	1,734.98%
Hecla Mining (HL)	2001-2003	1,373.85%
NetEase (NTES)	2001-2003	1,081.38%
Axon Enterprise (AXON)	2001-2003	1,076.79%
Royal Gold (RGLD)	2001-2003	630.21%
Coeur Mining (CDE)	2001-2003	560.57%
Chunghwa Telecom (CHT)	2001-2003	501.4%
Boston Scientific (BSX)	2001-2003	444.59%
Tyler Technologies (TYL)	2001-2003	431.31%
Tapestry (TPR)	2001-2003	427.51%
Pan American Silver (PAAS)	2001-2003	425.96%
Old Dominion Freight Line (ODFL)	2001-2003	411.24%
Clean Harbors (CLH)	2001-2003	400.22%
Sterling Construction (STRL)	2001-2003	397.8%
Freeport-McMoran Copper & Gold (FCX)	2001-2003	397.46%
Cheniere Energy (LNG)	2001-2003	391.57%
Kinross Gold (KGC)	2001-2003	373.5%
Penske Automotive (PAG)	2001-2003	369.85%
Western Digital (WDC)	2001-2003	360.14%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2001-2003	357.25%
Gold Fields Ltd ADR (GFI)	2001-2003	349.6%
Deckers Outdoor (DECK)	2001-2003	309.97%
CACI International (CACI)	2001-2003	309.43%
Genesis Healthcare (GEN)	2001-2003	304.37%
Southern Copper (SCCO)	2001-2003	303.39%

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