Technically no. Although he suffered severe losses in some battles, most notably in his conflict with King Porus of India, he held the field in every battle he fought. However if we count his return from India, during which he lost most of his troops to minor battles and deprivation, it is hard not to put this down to a bad loss. There is some sensible revisionist discussion on, if Alexander had beaten Porus, with help from the King of Taxila, why did he: a. Sign a peace treaty with Porus, under which Porus retained his kingdom.b. Cede his ally's kingdom of Taxila to Porus.c. Thereafter act as an instrument of Porus in securing his territories for him.d. Remove himself from Porus' territories, and then go home.Speculative, but the scenario has all the signs of Alexander not defeating Porus