Tractor Supply (TSCO) had the highest return between 2001 and 2003 by a large-cap US stock, returning 1,735.3%.

ASSET	YEARS	% RETURN
Tractor Supply (TSCO)	2001-2003	1,735.26%
Hecla Mining (HL)	2001-2003	1,373.84%
NetEase (NTES)	2001-2003	1,081.39%
Royal Gold (RGLD)	2001-2003	630.2%
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	425.97%
Old Dominion Freight Line (ODFL)	2001-2003	411.14%
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	391.62%
Kinross Gold (KGC)	2001-2003	373.51%
Western Digital (WDC)	2001-2003	360.08%
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	304.39%
Southern Copper (SCCO)	2001-2003	303.4%
Dick’s Sporting Goods (DKS)	2001-2003	297.21%
eBay (EBAY)	2001-2003	283.58%

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