The course of a day comprises a sequence of periods of sleep, sedentary behaviour (SED), moderate to vigorous activity (MVPA) and light activity (LIPA) incidental to tasks of daily living. These behaviours affect health in different ways. For example, it has been shown that 5 to 7 hours of sleep and over 30 minutes of MVPA are associated to better health outcomes. To date, the time allocated to each of these behaviours and its relationship to health has been studied in isolation or with partial adjustment for time spent in other behaviours. However, the time allocated to different activities over a day is essentially compositional, it represents a multivariate vector of positive amounts subject to a constant sum, a day is 24 hours long. Time spent in one behaviour necessarily displace time spent in, at least, another one. Hence, the relative and symmetric scale of measurement of physical activity patterns must be considered when conducting statistical analyses aimed at investigating relationships between activities, but also relationships between them and health outcomes. Using data from the U. S. National Health and Nutrition Examination Survey (NHANES), in this work we carry out a first compositional approach to investigate the effects of physical activity patterns on biomarkers of health issues such as obesity, diabetes or cardiovascular disease. The results show that the composition of the day is significantly associated with markers of obesity, cardiovascular and diabetes risks. Moreover, the compositional approach provides unique new insights into this field of research.