My 2.5 week old won't stay asleep more than 30 minutes unless I'm near her, I'd say within 15 feet…

My 2.5 week old won't stay asleep more than 30 minutes unless I'm near her, I'd say within 15 feet of her, and she'll only fall asleep in my arms. The past 3 days she won't let anyone else hold her, without screaming. Is this normal behavior? I'm a FTM and worried something might be wrong. I suffer from sever anxiety and am worried she may have/be developing anxiety as well.