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We construct measures of absolute and relative deprivation, and use these measures along with a range of nurse-measured biomarkers (BMI, C-reactive protein and HbA1c) to analyse the relationship between socioeconomic status and health, employing the unconditional quantile regression. Using British Household Panel Survey (1999-2008) and Understanding Society surveys, we find multidimensional deprivation to explain the gradient across the distribution of biomarkers beyond income, with the size of this gradient to be substantially larger for individuals with high-risk biomarker values. Interestingly, we find the observed gradient to be dominated by persistence of deprivation across time rather than by prevalence of deprivation across multiple domains. Shapley decomposition of overall deprivation reveals persistent deprivation in education and consumer durables to explain a larger part of deprivation. We also find limited evidence of relative deprivation on our set of biomarkers, with exception of BMI and heart rate.