First Majestic Silver (AG) had the highest return between 2001 and 2004 by a large-cap US stock, returning 7,263.6%.

ASSET	YEARS	% RETURN
First Majestic Silver (AG)	2001-2004	7,263.56%
Cheniere Energy (LNG)	2001-2004	2,576.58%
Tractor Supply (TSCO)	2001-2004	1,651.45%
NetEase (NTES)	2001-2004	1,593.24%
ArcelorMittal SA ADR (MT)	2001-2004	1,527.42%
Hecla Mining (HL)	2001-2004	936.49%
Monster Beverage (MNST)	2001-2004	855.42%
Chunghwa Telecom (CHT)	2001-2004	845.27%
Deckers Outdoor (DECK)	2001-2004	839.74%
Clean Harbors (CLH)	2001-2004	747.18%
Grupo Cibest (CIB)	2001-2004	695.83%
Tapestry (TPR)	2001-2004	688.13%
Old Dominion Freight Line (ODFL)	2001-2004	682.89%
Cognizant Technology Solutions Corp Class A (CTSH)	2001-2004	596.45%
eBay (EBAY)	2001-2004	590.69%
Cameco (CCJ)	2001-2004	544.65%
HF Sinclair (DINO)	2001-2004	543.69%
Royal Gold (RGLD)	2001-2004	540.91%
NVR (NVR)	2001-2004	522.49%
Genesis Healthcare (GEN)	2001-2004	503.89%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2001-2004	498.78%
CME (CME)	2001-2004	497.24%
Centene (CNC)	2001-2004	495.99%
Pan American Silver (PAAS)	2001-2004	487.76%
Dick’s Sporting Goods (DKS)	2001-2004	473.86%

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