They are supposed to have more consistent "pop" leading to more consistent ignition on the powder then regular primers, meaning smaller ES and SD of muzzle velocity. If you google "primer testing", you'll find lots of results. Me, I just went with CCI BR2 and BR4 and called it done.
If you are just using the same load but different primers, that won't tell you which is better. It will tell you which has a hotter spark, probably, but not much else. You need to develop a customized load for each primer, and them compare the loads. For example, you use 44gr of Varget behind a Sierra 155gr bullet. Shoots great with a Federal 205 primer, great groupings and tiny ES velocity. You put in a Winchester primer and grouping turns into a shotgun, ES skyrockets. That doesn't mean the Federal is the better primer. It means for that load, the 205 is. Maybe use 4064 instead and you could get the same results with the Winchester primers. And what if it's that particular lot of powder that works so well? You open the next jug and suddenly that load doesn't shoot as well as it used to? And if you are running near-max or max loads, changing primers without changing powder charge can push the pressure up.
That's pretty much why I never bothered with primer testing. Takes a lot of shooting, time and components to do it properly. On the flip side, changing primers but keeping the load the same might give you better results. You never know, you might get lucky the first time. That's the great thing about precision rifles and reloading, every one is different.