The primarchs were created with warp energy stolen from the chaos gods. These random feats of heroism make sense for them, and even then aren't exactly commonplace.
Bear in mind that in most cases the primarchs had an army at their backs.
Also a genetic super soldier fueled by god juice managing to beat a greater daemon isn't exactly a stretch of the imagination, especially since well equipped marines can do that now (grey knights, in case you didn't make the connection).
Nonsense is our Salvation