Hi,
this is not exactly your plot but you can build overlayed distributions in the Graph Builder like this:

Datatable = open("$SAMPLE_DATA/Big Class.jmp") <<
Graph Builder(
Size( 528, 456 ),
Show Control Panel( 0 ),
Variables( X( :height ), X( :weight, Position( 1 ) ) ),
Elements(
Histogram(
X( 1 ),
X( 2 ),
Legend( 5 ),
Histogram Style( "Kernel Density" ),
Smoothness( 0.1743 )
),
Histogram( X( 1 ), X( 2 ), Legend( 10 ) )
),
SendToReport(
Dispatch( {}, "height", ScaleBox,
{Min( 38.5123966942149 ), Max( 183 ), Inc( 10 ), Minor Ticks( 1 )}
)
)
);
Cheers,
Jonas