A quick search list a 6800 groupset at $950
so that put you at $1500 for a Ultegra bike, pretty nice.
The wheel set deserving of an Ultegra will set you back a good
chunk of change.
I build up ARs so buying a $70-250 lower receiver and winding up with a
$2500 ***** is familiar territory.
I you want to do it go for it, if you decide on a nice Carbon fram down the road
swap all your parts onto a bare frame ($3000 tarmac) the Tarmac Pro goes for $5600.
plus you will REALLY understand how your bike (and all of its components) work.