Plutarch - Life of Alexander

62 1 As for the Macedonians, however, their struggle with Porus blunted their courage and stayed their further advance into India. [...] they violently opposed Alexander when he insisted on crossing the river Ganges. [...] 5 At first, then, Alexander shut himself up in his tent from displeasure and wrath and lay there, feeling no gratitude for what he had already achieved unless he should cross the Ganges, nay, counting retreat a confession of defeat. 6 But his friends gave him fitting consolation, and his soldiers crowded about his door and besought him with loud cries and wailing, until at last he relented and began to break camp, resorting to many deceitful and fallacious devices for the enhancement of his fame."

So basically he wanted to cross the Gange but his army resisted. After that he went to the (Indian) Ocean and then came back.

EDIT

Added the link to the map

Just to be sure, Alexander never actually conquered any part of modern day India; just Pakistan. Needless to say, these were the areas of his Empire which escaped him the fastest after his death; falling to Chandragupta Maurya (Founder of the Mauryan Empire), rather than one of his generals. But Selecus Nector would constantly faught Chandragupta for control of the border areas.

Source: "The Greek At War" Osprey Publishing

Almost none of it. He didn't enter modern India at all. He entered what is now Pakistan, and fought Porus, who was king of the ancient kingdom of Taxila in northwestern Pakistan. He defeated Porus, but for some reason did not take over his kingdom but left Porus in charge and turned back.

Almost immediately after Alexander's death, Chandragupta Maurya took over the Nanda Empire and extended his rule westwards towards Alexander's former dominions. He quickly defeated Alexander's two easternmost satrapies which had been left under Eudemus and Peithon.

Chandragupta then waged war on Seleucus Nikator, who was Alexander's satrap further west. Seleucus sued for peace and entered a treaty with Chandragupta, in which he ceded several of Alexander's territories to Chandragupta, including Afghanistan from Kandahar all the way north to the Hindu Kush, Baluchistan, and parts of southern Iran.

So about a decade or two after Alexander's death, much of his eastern empire was already in the hands of the Mauryan dynasty in India.