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Write \\({\\mathcal M}_{\\xi}\\) for the moduli space of stable vector bundles of rank \\(n \\geq 2\\) over \\(X\\) and fixed determinant \\(\\xi\\) of degree \\(d\\), where \\(\\gcd(n,d) = 1\\). Let \\({\\mathcal U}_{\\xi}\\) be a Poincar\u00e9 bundle over \\(X \\times {\\mathcal M}_{\\xi}\\). Suppose \\(n_0\\) and \\(d_0\\) are integers such that \\(n_{0} \\geq 1\\) and \\(n d_{0} + n_{0} d > n n_{0}(2g-2)\\), and let \\(E \\to X\\) be a semistable vector bundle of rank \\(n_0\\) and degree \\(d_0\\). The main object of study of the paper is the generalised Picard bundle \\({\\mathcal W}_{\\xi}(E) := {p_{{\\mathcal M}_{\\xi}}}_{*} ({\\mathcal U}_{\\xi} \\otimes p_{X}^{*}E)\\) over \\({\\mathcal M}_{\\xi}\\). The authors generalise results of \\textit{G. Kempf} [Ann. Math.\\ (2) 110, 243--273 (1979; Zbl 0452.14011)] and \\textit{S. Mukai} [Nagoya Math.\\ J. 81, 153--175 (1981; Zbl 0417.14036)] on Picard bundles over the Jacobian of \\(X\\).   Firstly, various cohomology groups associated to the generalised Picard bundle are computed. Two important tools are Hecke transformations (bundles constructed as extensions of a skyscraper sheaf by a bundle \\(F \\in {\\mathcal M}_{\\xi}\\)) and a ``diagonal argument'': calculation by restricting certain sheaves over \\(X \\times {\\mathcal U}_{\\xi} \\times X\\) to the diagonal \\(\\Delta \\times {\\mathcal U}_{\\xi}\\).   The authors then give an inversion formula allowing \\(E\\) to be recovered from \\({\\mathcal W}_{\\xi}(E)\\). They show that if \\(E\\) is semistable then the space \\(H^{1}({\\mathcal M}_{\\xi} , \\mathrm{End}({\\mathcal W}_{\\xi}(E)))\\) of infinitesimal deformations of the generalised Picard bundle is isomorphic to the corresponding space \\(H^{1}(X , \\mathrm{End}(E))\\) for \\(E\\). Moreover, if \\(\\gcd(n_{0}, d_{0}) = 1\\) and we let \\(E_0\\) vary in the moduli space \\({\\mathcal M}(n_{0}, d_{0})\\) of stable bundles of rank \\(n_0\\) and degree \\(d_0\\), the bundles \\({\\mathcal W}_{\\xi}(E_{0})\\) form a family of deformations of \\({\\mathcal W}_{\\xi}(E)\\) parametrised by \\({\\mathcal M}(n_{0}, d_{0})\\). The authors show that this family is injectively parametrised and everywhere locally complete. Furthermore, if all the \\({\\mathcal W}_{\\xi}(E_{0})\\) satisfy a stability condition then the family is also globally complete: there is an isomorphism \\(\\phi\\) between \\({\\mathcal M}(n_{0}, d_{0})\\) and a connected component \\({\\mathcal M}^0\\) of a moduli space of bundles over \\({\\mathcal M}_{\\xi}\\) with a certain fixed Hilbert polynomial.   Finally, the authors consider the case \\(n_{0} = 1\\) and allow the curve \\(X\\) and the line bundle \\(\\xi\\) to vary. Here \\({\\mathcal M}(1, 0)\\) is the Jacobian variety \\(J\\) of \\(X\\). In this case, \\(\\phi\\) is even an isomorphism of the polarised varieties \\(J\\) and \\({\\mathcal M}^{0} = {\\mathcal M}^{0}_{X, \\xi}\\). This is used to prove a Torelli theorem: if \\({\\mathcal M}^{0}_{X, \\xi}\\) and \\({\\mathcal M}^{0}_{X^{\\prime}, \\xi^{\\prime}}\\) are isomorphic then the curves \\(X\\) and \\(X^{\\prime}\\) are 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