Preheat oven to 400 F. Drizzle beets and garlic with olive oil and wrap in foil. Roast until tender; for the garlic it's about 30 minutes and for the beets - 1 hour. Let cool slightly. Peel beets and cut into cubes, squeeze garlic from the skin. In a medium sauce pan combine beets, garlic pure, thyme leaves and vegetable broth, bring to a boil. Reduce the heat and let simmer for 5 minutes. Let cool slightly. Puree soup in a blender until smooth. Return the soup to a pan and reheat after blending. Stir in cream, season to taste with salt and pepper.