How do Bookmarks affect performance ?

AndyDD_UK I don't think so, DAX query gets executed for each visual on the page, if visuals are hidden, the query will not get executed and will not have any impact, and once use the switch to a different set of visuals using a bookmark, queries for the those visual will be executed. You can always look at which queries get executed by turning on the performance analyzer 

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AndyDD_UK Bookmarks will have no impact on the performance.

Mostly Power BI performance is based on data structure, DAX queries, and a number of visuals on the report page.