Food Allergies Treatment

my 1 month old was showing signs of a milk allergy so our pediatrician had us swich to a soy based formula to help with everything. she can burp easier now, is a lot happier, sleeps quietly at night now without the grunting, and no longer been projectile puking. It has only been five days though. but since we changed the formula she has had severe diarhea that is really mushy and god awfully smelly. is this normal for an infant to go through during the transition of switching formulas?