How to measure practically the performance of Venture Capital backed tech firms following an IPO?

I am currently writing a thesis about whether the fact that a tech firm backed by venture capital companies achieves higher returns following an IPO (Horizon of 3 years).

I have about 800 tech stocks on the US market that did and IPO (From Capital IQ data) and their monthly returns and other variables.

I know how to use Fama French for a single stock on Excel or R and get the alpha, but I do not know how to regress for 800 stocks and based on a new factor which is the % holding of a Venture Capital firm in each tech company. So my question is how to use these data to get a result and see if the fact that a venture capital company invests in a firm, will enable higher stock returns after the IPO ..

First problem, I have 800 stocks not one, how do I regress that on R ? Should I constitute a “fund” of all my stocks, but based on what weight if this is the case?

Second issue, how do I incorporate my new factor “% Holding of a VC in each firm”? Should I put a new column next to my Fama French factors? The problem is also that I have this data for each stock individually not on an aggregate basis which is normal.

If someone has done a similar job, that would help me a lot to realize this research, I will appreciate to give you my results!

Thanks in advance for your answers!

Gautier