Battery drain when shut off?

Be sure you are actually powering it off and not just toggling the screen off.

The first time....that may have been a possibilty.
But the 2nd time, I made sure it shut down and watch the "power" icon disappear as it shut down. It still had over 80% battery and was dead the next day.

Call Garmin support. Since it is new, do you still have a return window where you bought it from to exchange it for another one?

mtbstuff I'd recommend making sure your software is fully updated first. It likely is if you are regularly syncing with Garmin Connect but you can also do this through Garmin Express if needed.

If your Edge is fully updated, please do a hard reset by holding the power button down for 15 seconds. If you continue to see this issue afterwards, please contact your local Support Team at support.garmin.com 

Noticed a few weeks ago, even if the 830 turned off properly (with Power Off option) the battery drains fully within 8-10 days. Updated the Firmware from 9.40 to the newest 9.50 last week, but battery drain still persists. Strange.

Thanks for the tip, I'll do a hard reset.

I'm the OP
Circling back here months later.....the problem only happened those 2 times and has since been fine for months with use almost every day.
I never did the hard reset.
The only other quirk happened early on when the 830 rebooted on a mtb ride while in navigation mode. It did come right back on and nothing was lost in recording.