Last week I compared a standard regression command across several statistical programs (R, Py, Stata, Matlab, Julia, etc) on a stupidly simple 10x5 matrix, and Julia took ages to run (this is on windows). Even loading the CSV file took seconds in Julia, hundreds of times slower than all of the other packages put together.
I'm not sure if they just suck at Windows, but I was extremely dissapointed... :/