How large is the building you're in? A multi unit building with proper insulation is definitely possible to be that efficient. Proper insulation, plus sharing walls/floors with other units gives you more heat for free/less heat loss to the outside.

Even a modern SFH with good insulation can be pretty cheap to heat if insulation is good and the windows / doors aren't drafty. Most of us just have early 1900s units that weren't updated properly or at all in some cases. Mass Save like programs should really do more to encourage landlords to upgrade.