You can't do that. I suggest putting your response into a XML document, eg:
xml Code:
<response>
<alert>Hello world!</alert>
<html><![CDATA[ HTML HERE ]]></html>
<!-- Or: -->
<script>myscript.js</script>
</response>
... and then you could parse each part separately. Or even dynamically add a script tag to the header and load the URL you specified in the XML document.