You always have a window on your data, and data are viewed in a familiar spreadsheet grid. All the data are loaded into memory. JMP is capable. JMP is amazingly complete. Some products are strong in regression, but weak in categorical methods.
Some products have it the other way around.
JMP handles both kinds of data in a consistent and unified way. And many categorical products don't test against base models. JMP is a pioneer. JMP is a pioneer in statistical graphics. JMP introduced the first implementation of general leverage plots, which show an hypothesis test point by point.