SQL Azure very slow

Question

Hi Experts
We have SQL Azure database that is running very slow, so i took a backup of the database and restored on my on premise sql server express edition. 
I tried a update statement on a logs tables that have approximately about 1,062,367 records.
UPDATE logs set FileId = NULL
where LEN(FileId) < 36
The above update statement updates about 910,593 records on localhost host in 20 sec and if i run the same updates statement on SQL Azure it took 40mins and 16sec. The update statement was issues using SQL Server management studio installed on my local machine.
With reference to internet connection, we have fiber connection with download speed of 70.62mbps and upload speed of 84.09mbps 
I am not sure whats going wrong with SQL Azure database i.e. could there be a specific fault on my database at Microsoft side etc.
Any advice or suggestion will be highly appreciated.
Kind Regards
Bhavesh
Bhavesh

Answer 1

I have waited for 40 min for the update to complete and it has successfully and updated logs table so i can't re-run the update statement again because there will be no records to update.
I have managed to find another example that took about 10 mins to complete on the SSMS but when ran the same query on the azure management portal it took only 6 secs which puzzled me. 
Here is the query: 
select   
 l.Value3 as ClientReference,
 l.[Key] as ActivityUser,
 l.Value2 as FormDisplayName,
 l.Value6 as Status,
 l.DateStamp as LastUpdated,
 l.[Action] as FileDescription,
 l.CompanyId as ClientID,
 l.FileId as FileID,
 f.id
from Logs l
LEFT OUTER JOIN files f on f.Id = l.FileId 
where l.AccountId = 578
and type = 1
The above query returns about 3694 records only.
Here is the details of the query performance 
Azure Management Portal
Duration(ms): 6487
CPU(ms): 2443
Logical Reads: 74729
Physical Reads: 66147
Logical Writes: 0
SSMS
Duration(ms): 615259
CPU(ms): 3666
Logical Reads: 74729
Physical Reads: 71370
Logical Writes: 0
Any update will be appreciated.
Bhavesh