NetEase (NTES) had the highest return between 2002 and 2006 by a large-cap US stock, returning 9,867.3%.

ASSET	YEARS	% RETURN
NetEase (NTES)	2002-2006	9,867.35%
Monster Beverage (MNST)	2002-2006	6,250%
Cheniere Energy (LNG)	2002-2006	5,978.47%
ArcelorMittal SA ADR (MT)	2002-2006	2,589.9%
Grupo Cibest (CIB)	2002-2006	2,354.73%
Tenaris SA ADR (TS)	2002-2006	1,615.57%
Clean Harbors (CLH)	2002-2006	1,345.07%
Banco Bradesco SA ADR (BBD)	2002-2006	1,319.43%
Deckers Outdoor (DECK)	2002-2006	1,256.11%
CME (CME)	2002-2006	1,248.03%
Sterling Construction (STRL)	2002-2006	1,172.51%
Southern Copper (SCCO)	2002-2006	1,165.98%
WESCO International (WCC)	2002-2006	1,076.22%
Cognizant Technology Solutions Corp Class A (CTSH)	2002-2006	1,031.51%
Vale SA ADR (VALE)	2002-2006	999.89%
Alamos Gold (AGI)	2002-2006	967.88%
Cameco (CCJ)	2002-2006	945.46%
Chunghwa Telecom (CHT)	2002-2006	922.26%
Telkom Indonesia (Persero) Tbk PT ADR Rep 100 B (TLK)	2002-2006	918.71%
Hologic (HOLX)	2002-2006	916.77%
Teck Resources Ltd Class B (TECK)	2002-2006	896.38%
ICICI Bank (IBN)	2002-2006	891.76%
Canadian Natural Resources (CNQ)	2002-2006	833.04%
Tapestry (TPR)	2002-2006	792.22%
Akamai Technologies (AKAM)	2002-2006	776.57%

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