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Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions.

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Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		3 Months Ended	12 Months Ended
	Feb. 12, 2016 USD ($) item	Mar. 28, 2021 USD ($)	Dec. 31, 2020	Mar. 30, 2021 USD ($)	Mar. 29, 2021	Apr. 24, 2020 USD ($)	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
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			80.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			85.00%
LIBOR
Interest Rate Swaps
Derivative, floor interest rate				0.00%	1.00%
Credit Agreement
Interest Rate Swaps
Borrowing capacity				$ 100.0		$ 100.0
Term loan facility \| Term Loan due February 2021
Interest Rate Swaps
Face amount	$ 300.0
Revolving credit facility
Interest Rate Swaps
Borrowing capacity	$ 500.0					800.0	$ 500.0
Swing Line Loans
Interest Rate Swaps
Borrowing capacity				$ 15.0		$ 15.0
Forward exchange contracts \| Cash Flow Hedging
Derivative instruments
Designated foreign currency hedges		$ (0.3)
Forward exchange contracts \| Designated
Amount of Gain or (Loss) Recognized in Income on Derivatives
Period of time for expected reclassification		12 months
Amount expected to be reclassified		$ (0.1)
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		15.5
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount		$ 1.8
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%			1.02975%
Derivative notional amount	$ 225.0			$ 100.0
Interest Rate Swaps \| Designated \| Cash Flow Hedging \| LIBOR
Interest Rate Swaps
Derivative, floor interest rate	0.00%			0.00%			0.00%