I have a question related to regression. I have a Data in which in the columns there are the companies and in the rows days. So i have for every company listed (over 200 companies) in the SPI (Swiss Performance Index) the daily returns from 1993 to 2019. My question: I know the command to regress for example the nestle stock return for 1993 against the market (excess return). Is there a command in which i can regress every company against the excess return for January 1993 and then for the rest of the months and this for every year?
The command i know: regress NESTLERETURN Excessreturn if date >= 01january2000 and date <= 01february2000 --> with this command i get the Beta of Nestle for January 2000. How can i take all companies in one command and every month for every year?
Thank you in advance for every help! If you need more information or something is not clear (could be as im from switzerland and don't know the language perfect) then please let me know

Greetings,
Anthony
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