All manner of diets, supplements, and vitamins compete for customers and adherents. Given that we are creatures of biochemistry, it is plausible that such chemicals will have effects on human health. Unfortunately, they do not act alone, but rather within a complex web of interactions: genes, environmental effects, physiological changes, etc, etc, etc. This makes it exceedingly difficult to isolate and prove the effect of any particular substance, especially given that the effect in different people, or the same person at different times, may differ.
The phenomenon of regression to the mean is especially confounding when it comes to individuals. We do not generally change our regimen of diet or supplements unless we perceive something to be wrong. We take vitamins when we feel ill, and analgesics when we have a headache. Given that both illness and headaches tend to rise to a peak and then taper off naturally, virtually any action we take in response will precede an improvement. It doesn’t matter if you spend a pile of money on remedies, spend your time praying, or simply sit still and wait for improvement. Regression to the mean is the product of basic statistical mathematics and isn’t caused by anything chemical or biological. It is tautological to say that things are normally like the mean and that, most of the time, situations far away from the mean will be replaced by those closer to it. While it is true that we can do things likely to shorten or lengthen the period of illness or discomfort, it is virtually impossible for an individual to know whether such an effect has occurred. Did taking those vitamins shorten or lengthen the cold? Did it have no effect? What about those glasses of red wine?
The only sensible course of action is to essentially disregard our own experiences, except in such cases where there is both a reasonably large body of evidence (ideally in the form of a large number of double-blind and controlled trials) and there is a plausible explanation for the method of action. Failure to employ such checks against hasty false reasoning leave us vulnerable to the pernicious human tendency to see causal relationships everywhere, without the scepticism that is critical in separating conjecture from an investigated hypothesis.