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In this study, we leverage self-supervised learning techniques on the UK-Biobank activity tracker dataset--the largest of its kind to date--containing more than 700,000 person-days of unlabelled wearable sensor data. Our resulting activity recognition model consistently outperformed strong baselines across seven benchmark datasets, with an F1 relative improvement of 2.5%-100% (median 18.4%), the largest improvements occurring in the smaller datasets. In contrast to previous studies, our results generalise across external datasets, devices, and environments. 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