Apple (AAPL) had the highest return between 2003 and 2006 by a mega-cap US stock, returning 1,081.8%.

ASSET	YEARS	% RETURN
Apple (AAPL)	2003-2006	1,081.82%
NVIDIA (NVDA)	2003-2006	517.25%
Lam Research (LRCX)	2003-2006	361.02%
Alphabet Inc Class A (GOOGL)	2003-2006	360.48%
Netflix (NFLX)	2003-2006	336.64%
Advanced Micro Devices (AMD)	2003-2006	210.21%
Goldman Sachs (GS)	2003-2006	203.77%
McDonald’s (MCD)	2003-2006	196.46%
Royal Bank of Canada (RY)	2003-2006	195.31%
ASML Holding NV ADR (ASML)	2003-2006	183.17%
Caterpillar (CAT)	2003-2006	173.72%
Toyota Motor Corporation ADR (TM)	2003-2006	167.28%
UnitedHealth (UNH)	2003-2006	157.79%
Chevron (CVX)	2003-2006	150.73%
Mastercard (MA)	2003-2006	144.71%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	2003-2006	140.64%
Exxon Mobil (XOM)	2003-2006	139.79%
JPMorgan Chase (JPM)	2003-2006	119.75%
Taiwan Semiconductor Manufacturing (TSM)	2003-2006	119.1%
Morgan Stanley (MS)	2003-2006	118.61%
LIN TV (LIN)	2003-2006	117.71%
Raytheon Technologies (RTX)	2003-2006	114.89%
Cisco Systems (CSCO)	2003-2006	108.47%
Amazon (AMZN)	2003-2006	105.63%
American Express (AXP)	2003-2006	100.39%

Mega-cap stocks are treated as having a market cap of $200B+.