Windows, Mac and most of the Linux distribution usually comes with built in backup support.
Third party backups usually allow more backup locations or backup your information on the Internet, say, Facebook.
They also offer easier, stupid-proof user interface as well.
But the speed, the performance of which are never promised to be better. Since people usually do not sitting around restoring backups all day.
You never know whether they are really better until something bad hit you really hard.