The OP likely messed up some compiler settings, which is easy to do. You should compile for release, skip "dynamic RTL" yada yada.
Every timing comparison I have ever done between Borland and MS compiling the very same code has always been in Borland's favour. MS even compiled slower than gcc in some cases, saying a lot. I have to assume that you aren't talking about compile times, but the speed of the program..?
Note that if you do RAD and use advanced GUI stuff, you have already made the decision not to prioritize speed. Including various libraries in such a project will make any program slow no matter compiler.
MS will likely be less slow than anything out there when it comes to .NET junk. No wonder. But there is no reason to do .NET junk from Borland Builder - if you are doing that, suit yourself. And if you are using .NET, you are certainly not looking for a fast program anyway, since it is using a VM like Java. And you need to provide a ton of runtime crap with your program.