Did you know there were over 300 prophecies about his birth ranging from 3500 years to 50 years before his birth? If just 8 of those prophecies came true it would be statistically impossible; 1 in 10,000,000,000,000,000,000,000,000,000. The odds of all 300 prophecies coming true about him would be impossible to calculate.
There is actually more written about Jesus by his contemporaries than Alexander the Great. The earliest writing of Jesus was within 5 years of his death. The earliest writing of Alexander was 400 years after his death. Though people do not question the existence of Alexander, they do question the existence of Jesus. It’s not because of the lack of evidence, it’s because of who he claimed to be.