Axon Enterprise (AXON) had the highest return between 2001 and 2004 by a large-cap US stock in the S&P 500 (GSPC), returning 5,326%.

ASSET	YEARS	% RETURN
Axon Enterprise (AXON)	2001-2004	5,326.02%
Tractor Supply (TSCO)	2001-2004	1,650.74%
Monster Beverage (MNST)	2001-2004	855.42%
Deckers Outdoor (DECK)	2001-2004	839.74%
Tapestry (TPR)	2001-2004	688.11%
Old Dominion Freight Line (ODFL)	2001-2004	682.92%
Cognizant Technology Solutions Corp Class A (CTSH)	2001-2004	596.4%
eBay (EBAY)	2001-2004	590.71%
NVR (NVR)	2001-2004	522.49%
Genesis Healthcare (GEN)	2001-2004	503.91%
CME (CME)	2001-2004	497.24%
Centene (CNC)	2001-2004	495.99%
Autodesk (ADSK)	2001-2004	481.41%
Texas Pacific Land Trust (TPL)	2001-2004	440.3%
JB Hunt Transport Services (JBHT)	2001-2004	432.88%
Boston Scientific (BSX)	2001-2004	426.67%
Hologic (HOLX)	2001-2004	423.24%
F5 Networks (FFIV)	2001-2004	416.23%
Wynn Resorts (WYNN)	2001-2004	414.77%
Freeport-McMoran Copper & Gold (FCX)	2001-2004	364.5%
Tyler Technologies (TYL)	2001-2004	361.24%
Apple (AAPL)	2001-2004	332.87%
Western Digital (WDC)	2001-2004	323.05%
PACCAR (PCAR)	2001-2004	316.09%
DR Horton (DHI)	2001-2004	303.4%

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