NetEase (NTES) had the highest return between 2002 and 2004 by a large-cap US stock, returning 6,955.4%.

ASSET	YEARS	% RETURN
NetEase (NTES)	2002-2004	6,955.44%
Cheniere Energy (LNG)	2002-2004	6,605.89%
Axon Enterprise (AXON)	2002-2004	2,678.51%
ArcelorMittal SA ADR (MT)	2002-2004	2,047.32%
Itau Unibanco Banco (ITUB)	2002-2004	978.38%
Deckers Outdoor (DECK)	2002-2004	962.95%
Grupo Cibest (CIB)	2002-2004	928.37%
Chunghwa Telecom (CHT)	2002-2004	845.27%
Monster Beverage (MNST)	2002-2004	758.14%
Hecla Mining (HL)	2002-2004	547.77%
Cognizant Technology Solutions Corp Class A (CTSH)	2002-2004	520.75%
CME (CME)	2002-2004	497.24%
WESCO International (WCC)	2002-2004	492.81%
Old Dominion Freight Line (ODFL)	2002-2004	487.43%
Tapestry (TPR)	2002-2004	485.68%
Dick’s Sporting Goods (DKS)	2002-2004	473.86%
Crown (CCK)	2002-2004	438.81%
Wynn Resorts (WYNN)	2002-2004	414.77%
Vale SA ADR (VALE)	2002-2004	407.48%
Coeur Mining (CDE)	2002-2004	367.86%
ICICI Bank (IBN)	2002-2004	362.66%
Clean Harbors (CLH)	2002-2004	350.45%
Cameco (CCJ)	2002-2004	347.77%
Southern Copper (SCCO)	2002-2004	345.53%
Tractor Supply (TSCO)	2002-2004	334.68%

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