There is a built in profiler: http://docs.julialang.org/en/latest/stdlib/profile/.

It's also possible to run Julia with some of Intel's advanced profiling tools like VTune:

http://software.intel.com/sites/default/files/blog/477490/ju...

More info: http://software.intel.com/en-us/blogs/2013/10/10/profiling-j...