Sick EBF baby?

My daughter is almost 4 months old and EBF. I think she is coming down with her second cold (I might blame teething, but my 4 year old also has a runny nose). The first time I don't feel like breast feeding helped much, but it's supposed to, right? Or is that not always the case? I don't think my 4 year got sick until he was about 6 months...