Select 2 industry portfolios of your choice and download 36 months of data, and download a market index (S\&P 500 or Wilshire 5000 ) from finance.yahoo.com or a similar site. Compare in 175 to 350 words each industry portfolio's performance to that of the market index (based on the Sharpe. Jensen, Treynor measures as well as the information ratio. Plot the monthly values of alpha plus residual return. Now use the Fama-French (FF) three-factor model as the return benchmark. Compute plots of alpha plus residual return using the FF model