There's a million reasons why your game might be running slow, so you'll have to do a bit of diagnostic work to figure out what the problem is.
If you use the Debugger, you can see your CPU and GPU % uses. If one of them seems much higher than the other, that might tell you where you need to look.
If CPU usage is high, there is a problem with your event logic that is slowing things down, or you have too many objects in memory.
If GPU is running high that means it's a graphics problem. Either your graphical assets are too big, you're using too many effects, or some other rendering problem.
Let us know if you are able to find any more information about where the problem might be (or tell us some more information about your game, post screenshots / cp3 etc) and we can help you figure out how to resolve it :)