Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		12 Months Ended
	Aug. 02, 2022	Dec. 31, 2022 USD ($)	Dec. 31, 2021 USD ($)	Aug. 02, 2021 USD ($)	Mar. 30, 2021 USD ($)	Mar. 29, 2021	Apr. 24, 2020 USD ($)
Derivative instruments
Period of projected intercompany purchase transactions		12 months	12 months
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts		60.00%	85.00%
LIBOR
Interest Rate Swaps
Derivative, floor interest rate					0.00%	1.00%
SOFR
Interest Rate Swaps
Adjustment to interest rate	0.10
Floor rate	0.00%
Revolving credit facility
Interest Rate Swaps
Borrowing capacity					$ 800.0		$ 800.0
Revolving credit facility | SOFR
Interest Rate Swaps
Adjustment to interest rate	0.0010
Floor rate	0.00%
Swing Line Loans
Interest Rate Swaps
Borrowing capacity					$ 15.0
Forward exchange contracts | Cash Flow Hedging
Derivative instruments
Fair value of derivative asset		$ 0.2
Forward exchange contracts | Designated
Amount of Gain or (Loss) Recognized in Income on Derivatives
Period of time for expected reclassification		12 months
Forward exchange contracts | Designated | Cash Flow Hedging
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified		$ 0.2
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		8.8
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount		0.9
Interest Rate Swap | Designated | Cash Flow Hedging
Interest Rate Swaps
Derivative fixed interest rate				0.942%	1.02975%
Derivative notional amount				$ 100.0	$ 100.0
Gain recognized in Accumulated Other Comprehensive Loss, effective portion		$ 6.3	$ 0.7
Interest Rate Swap | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate					0.00%
Interest Rate Swap | Designated | Cash Flow Hedging | SOFR
Interest Rate Swaps
Derivative, floor interest rate	0.10%