Threat Showed Up in Quarantine Manager, but Disappeared Before I Did Anything

I was browsing some websites when an alert from Sophos appeared saying that a threat had been detected. I opened the Quarantine Manager to clean up the threat, and I saw the listing for the threat in the QM, but then it disappeared from the list before I could do anything about it. All I caught about it was that the threat was listed as Virus/Spyware. I then ran a complete scan of all local drives (and cleared my browser's cache) and it came back saying no threats had been detected. Is it possible that the threat is still on my computer but found some way to hide itself? Or am I just being too paranoid?

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