Break Line not working in Javascript alert Function

Hi Guys I am New to javascript. I am writing inline javascript code that contains alert Function. when i try to add break line tag it doesnt work. Instead of going to the next line the br tags is written as if it was a text. Why is this happening and how can i fix this i.e. how can I make multiple line alert message.

Here is My Code

<input type="button" value="Click Here" onclick="alert('First Line <br/> Second Line')">

Any Help will be appreciated.