Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions			3 Months Ended		9 Months Ended		12 Months Ended
	Jun. 28, 2020 USD ($)	Feb. 12, 2016 USD ($) item	Sep. 27, 2020 USD ($)	Sep. 29, 2019 USD ($)	Sep. 27, 2020 USD ($)	Sep. 29, 2019 USD ($)	Dec. 31, 2019	Apr. 24, 2020 USD ($)	Apr. 23, 2020 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts					60.00%
Period of projected intercompany purchase transactions					12 months		12 months
Amount of Gain or (Loss) Recognized in Income on Derivatives
Cash flow hedges			$ 0.1	$ (0.5)	$ (1.1)	$ (4.2)
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts							70.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts							80.00%
Credit Agreement
Interest Rate Swaps
Borrowing capacity								$ 100.0
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount		$ 300.0
Amount drawn					300.0
Revolving credit facility
Interest Rate Swaps
Amount drawn					250.0
Borrowing capacity		$ 500.0						$ 800.0	$ 500.0
Forward exchange contracts | Designated
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified					$ (0.2)
Period of time for expected reclassification					12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount			7.6		$ 7.6
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount			4.3		4.3
Interest Rate Swaps
Interest Rate Swaps
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion	$ 0.7
Gain (loss) reclassified from other comprehensive income			0.4		0.7
Interest expense recognized for mark-to-market valuation changes			$ 0.5		$ 0.1
Interest Rate Swaps | Non designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate								1.00%
Interest Rate Swaps | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item		2
Derivative fixed interest rate		1.31375%
Derivative notional amount		$ 225.0
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate		0.00%							0.00%