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Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2023
Fair Value Disclosures [Abstract]  
Schedule of the contractual maturities of our investments in debt securities measured at fair value
The table below summarizes the contractual maturities of our investments in debt securities measured at fair value as of June 30, 2023:
 Maturities by Period
TotalLess Than
1 Year		1-5
Years		6-10
Years		More Than
10 Years
Fair value of debt securities$663.6 $86.1 $213.2 $117.0 $247.3 
Schedule of the fair value of available-for-sale securities in an unrealized gain or loss position
A summary of the amount of unrealized gains and losses in accumulated other comprehensive loss and the fair value of available-for-sale securities in an unrealized gain or loss position follows: 
June 30, 2023December 31, 2022
Unrealized gross gains$0.6 $0.6 
Unrealized gross losses44.6 49.2 
Fair value of securities in an unrealized gain position54.6 46.8 
Fair value of securities in an unrealized loss position570.6 568.7 
Schedule of activity related to our available-for-sale securities
Activity related to our available-for-sale securities was as follows:
 Three Months Ended June 30,Six Months Ended June 30,
2023202220232022
Proceeds from sales$34.2 $29.9 $61.8 $65.1 
Realized gross gains on sales0.1 0.1 0.3 0.2 
Realized gross losses on sales1.0 0.7 1.7 1.5 
Schedule of fair value information, assets
The following table summarizes certain fair value information at June 30, 2023 and December 31, 2022 for investment assets measured at fair value on a recurring basis, as well as the carrying amount and amortized cost of certain other investments: 
   Fair Value Measurements Using 
Carrying
Amount
Cost(1)
Quoted Prices in Active Markets for Identical Assets
(Level 1)		Significant Other
Observable Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)		Fair
Value
June 30, 2023
Cash equivalents(2)
$1,340.9 $1,340.9 $1,333.7 $7.2 $— $1,340.9 
Short-term investments:
U.S. government and agency securities$19.5 $19.9 $19.5 $— $— $19.5 
Corporate debt securities65.3 65.6 — 65.3 — 65.3 
Asset-backed securities1.3 1.3 — 1.3 — 1.3 
Other securities48.5 48.5 — 23.5 25.0 48.5 
Short-term investments$134.6 
Noncurrent investments:
U.S. government and agency securities$150.2 $164.7 $150.2 $— $— $150.2 
Corporate debt securities211.5 230.7 — 211.5 — 211.5 
Mortgage-backed securities158.3 170.8 — 158.3 — 158.3 
Asset-backed securities57.5 59.2 — 57.5 — 57.5 
Other securities166.2 69.5 — 6.2 160.0 166.2 
Marketable equity securities577.6 460.6 577.6 — — 577.6 
Equity investments without readily determinable fair values(3)
535.4 
Equity method investments(3)
888.4 
Noncurrent investments$2,745.1 
December 31, 2022
Cash equivalents(2)
$657.4 $657.4 $650.4 $7.0 $— $657.4 
Short-term investments:
U.S. government and agency securities$30.8 $31.1 $30.8 $— $— $30.8 
Corporate debt securities53.4 53.5 — 53.4 — 53.4 
Asset-backed securities2.0 2.0 — 2.0 — 2.0 
Other securities58.6 58.6 — 39.1 19.5 58.6 
Short-term investments$144.8 
Noncurrent investments:
U.S. government and agency securities$146.4 $163.2 $146.4 $— $— $146.4 
Corporate debt securities213.9 235.8 — 213.9 — 213.9 
Mortgage-backed securities149.2 161.5 — 149.2 — 149.2 
Asset-backed securities50.6 52.5 — 50.6 — 50.6 
Other securities398.6 34.5 — 311.0 87.6 398.6 
Marketable equity securities683.6 484.7 683.6 — — 683.6 
Equity investments without readily determinable fair values(3)
478.4 
Equity method investments(3)
781.1 
Noncurrent investments$2,901.8 
(1) For available-for-sale debt securities, amounts disclosed represent the securities' amortized cost.
(2) We consider all highly liquid investments with a maturity of three months or less from the date of purchase to be cash equivalents. The cost of these investments approximates fair value.
(3) Fair value disclosures are not applicable for equity method investments and investments accounted for under the measurement alternative for equity investments.
Schedule of fair value information, liabilities The following table summarizes certain fair value information at June 30, 2023 and December 31, 2022 for our short-term and long-term debt:
  Fair Value Measurements Using 
Carrying
Amount		Quoted Prices in Active Markets for Identical Assets
(Level 1)		Significant
Other Observable Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)		Fair
Value
Short-term commercial paper borrowings
June 30, 2023$— $— $— $— $— 
December 31, 2022(1,498.0)— (1,492.0)— (1,492.0)
Long-term debt, including current portion
June 30, 2023$(18,820.0)$— $(16,589.9)$— $(16,589.9)
December 31, 2022(14,740.6)— (12,329.3)— (12,329.3)
Schedule of derivative instruments At June 30, 2023, we had outstanding foreign currency forward commitments as follows, all of which have settlement dates within 180 days:
June 30, 2023
PurchaseSell
CurrencyAmount
(in millions)		CurrencyAmount
(in millions)
Euro3,373.9U.S. dollars3,683.6
U.S. dollars2,617.8Euro2,394.7
British pounds182.9U.S. dollars234.4
U.S. dollars151.4Chinese yuan1,084.8
Schedule of effects of risk-management instruments were recognized in other–net, (income) expense
The following effects of risk-management instruments were recognized in other–net, (income) expense:
Three Months Ended June 30,Six Months Ended June 30,
2023202220232022
Fair value hedges:
Effect from hedged fixed-rate debt$(34.4)$(58.2)$0.9 $(152.8)
Effect from interest rate contracts34.4 58.2 (0.9)152.8 
Cash flow hedges:
Effective portion of losses on interest rate contracts reclassified from accumulated other comprehensive loss3.3 4.1 7.1 8.2 
Cross-currency interest rate swaps(17.1)33.6 (30.0)41.9 
Net (gains) losses on foreign currency exchange contracts not designated as hedging instruments29.6 151.1 (23.2)145.0 
Total$15.8 $188.8 $(46.1)$195.1 
Schedule of effective portion of risk-management instruments that was recognized in other comprehensive income (loss), net investment hedges
The effective portion of risk-management instruments that was recognized in other comprehensive income (loss) is as follows:
Three Months Ended June 30,Six Months Ended June 30,
2023202220232022
Net investment hedges:
Foreign currency-denominated notes$10.6 $333.3 $(121.2)$387.7 
Cross-currency interest rate swaps(7.8)68.5 (19.6)79.3 
Foreign currency forward contracts27.7 13.6 (18.4)13.6 
Cash flow hedges:
Forward-starting interest rate swaps33.3 157.7 57.1 280.2 
Cross-currency interest rate swaps21.9 1.4 14.1 18.5 
Schedule of effective portion of risk-management instruments that was recognized in other comprehensive income (loss), cash flow hedges
The effective portion of risk-management instruments that was recognized in other comprehensive income (loss) is as follows:
Three Months Ended June 30,Six Months Ended June 30,
2023202220232022
Net investment hedges:
Foreign currency-denominated notes$10.6 $333.3 $(121.2)$387.7 
Cross-currency interest rate swaps(7.8)68.5 (19.6)79.3 
Foreign currency forward contracts27.7 13.6 (18.4)13.6 
Cash flow hedges:
Forward-starting interest rate swaps33.3 157.7 57.1 280.2 
Cross-currency interest rate swaps21.9 1.4 14.1 18.5 
Schedule of fair value, by balance sheet grouping
The following table summarizes certain fair value information at June 30, 2023 and December 31, 2022 for risk management assets and liabilities measured at fair value on a recurring basis:
  Fair Value Measurements Using 
Carrying
Amount		Quoted Prices in Active Markets for Identical Assets
(Level 1)		Significant
Other Observable Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)		Fair
Value
June 30, 2023
Risk-management instruments:
Interest rate contracts designated as fair value hedges:
Other current liabilities$(8.7)$— $(8.7)$— $(8.7)
Other noncurrent liabilities(124.8)— (124.8)— (124.8)
Interest rate contracts designated as cash flow hedges:
Other noncurrent assets261.9 — 261.9 — 261.9 
Cross-currency interest rate contracts designated as net investment hedges:
Other receivables42.7 — 42.7 — 42.7 
Cross-currency interest rate contracts designated as cash flow hedges:
Other receivables69.5 — 69.5 — 69.5 
Other noncurrent assets27.6 — 27.6 — 27.6 
Foreign exchange contracts designated as net investment hedges:
Other receivables17.3 — 17.3 — 17.3 
Other current liabilities(15.2)— (15.2)— (15.2)
Foreign exchange contracts not designated as hedging instruments:
Other receivables15.3 — 15.3 — 15.3 
Other current liabilities(17.8)— (17.8)— (17.8)
Contingent consideration liabilities:
Other current liabilities(38.9)— — (38.9)(38.9)
Other noncurrent liabilities(72.3)— — (72.3)(72.3)
  Fair Value Measurements Using 
Carrying
Amount		Quoted Prices in Active Markets for Identical Assets
(Level 1)		Significant
Other Observable Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)		Fair
Value
December 31, 2022
Risk-management instruments:
Interest rate contracts designated as fair value hedges:
Other noncurrent liabilities$(134.3)$— $(134.3)$— $(134.3)
Interest rate contracts designated as cash flow hedges:
Other receivables162.9 — 162.9 — 162.9 
Other noncurrent assets246.0 — 246.0 — 246.0 
Cross-currency interest rate contracts designated as net investment hedges:
Other receivables67.6 — 67.6 — 67.6 
Cross-currency interest rate contracts designated as cash flow hedges:
Other noncurrent assets53.1 — 53.1 — 53.1 
Foreign exchange contracts designated as hedging instruments:
Other current liabilities(38.3)— (38.3)— (38.3)
Foreign exchange contracts not designated as hedging instruments:
Other receivables26.6 — 26.6 — 26.6 
Other current liabilities(21.5)— (21.5)— (21.5)
Contingent consideration liabilities:
Other current liabilities(39.5)— — (39.5)(39.5)
Other noncurrent liabilities(70.6)— — (70.6)(70.6)