You can graph this by using Generalized Regression in JMP Pro.
One of the methods introduced by Heinzl and Kaider (1997) is explained in the document (the document can be downloaded from "Attachments" on the right) .
- Heinzl, H. and Kaider, A. (1997), Gaining More Flexibility in Cox Proportional Hazards Regression Models with Cubic Spline Functions, Computer Methods and Programs in Biomedicine, 54, 201-208.