Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		3 Months Ended	6 Months Ended	12 Months Ended
	Feb. 12, 2016 USD ($) item	Jun. 27, 2021 USD ($)	Jun. 27, 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
Amount drawn		$ 195.0	$ 195.0
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)	$ (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			$ (0.3)
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		15.9	15.9
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount		7.6	7.6
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
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion		$ (0.5)	$ (0.5)
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate	0.00%				0.00%			0.00%