No. Comments have no effect on execution. They will slow the compiler down a tiny bit - but even that should be imperceptible unless you have a ridiculous number of comments. The "effect" you're noticing is more to do with the way you're timing things - using System.
Do comments affect run time?
So no, comments do not slow down the programs at run-time.
Do comments affect the execution of a program?
Commenting will not affect the script execution time in normal case. But the number of lines you write in your code affect the parser to read and buffer it considerably.