The solution comes from @XanGregg - employing a hidden feature of "Line" graph:
Open( "$SAMPLE_DATA/Airline Delays.jmp" );
Graph Builder(
Variables( X( :Arrival Delay ), Wrap( :Month ), Overlay( :Airline ) ),
Elements( Line( X, Summary Statistic( "Cumulative Percent" ) ) ));
and when you prefer points, it's almost that easy :
Open( "$SAMPLE_DATA/Airline Delays.jmp" );
new column ("one", formula(1)); // enabling the magic for points
Graph Builder(
Variables( X( :Arrival Delay ), Y( :one_Nr ), Wrap( :Month ), Overlay( :Airline ) ),
Elements( Points( X, Y, Legend( 3 ), Summary Statistic( "Cumulative Percent" ) ) )
);