Financial Instruments - Schedule of Notional Amount and Estimated Fair Value of Derivative Contracts and Related Classification (Details) - USD ($) $ in Millions	Jul. 04, 2026	Dec. 31, 2025
Derivatives, Fair Value
Total fair value	$ 231.3	$ 185.6
Notional amount	3,252.7	3,369.3
Designated as Hedging Instrument \| Net investment hedge contracts
Derivatives, Fair Value
Notional amount	$ 300.0	$ 300.0
Designated as Hedging Instrument \| Net investment hedge contracts \| Maximum
Derivatives, Fair Value
Outstanding maturities in months, not to exceed	35 months	41 months
Foreign currency contracts
Derivatives, Fair Value
Total fair value	$ 240.4	$ 201.7
Foreign currency contracts \| Designated as Hedging Instrument \| Cash Flow Hedge
Derivatives, Fair Value
Other current assets	153.7	127.6
Other long-term assets	87.8	73.9
Other current liabilities	(1.3)	(0.5)
Other long-term liabilities	(0.4)	(0.1)
Total fair value	239.8	200.9
Notional amount	$ 2,588.6	$ 2,728.8
Foreign currency contracts \| Designated as Hedging Instrument \| Cash Flow Hedge \| Maximum
Derivatives, Fair Value
Outstanding maturities in months, not to exceed	36 months	36 months
Foreign currency contracts \| Not Designated as Hedging Instrument
Derivatives, Fair Value
Other current assets	$ 1.0	$ 1.7
Other current liabilities	(0.4)	(0.9)
Total fair value	0.6	0.8
Notional amount	$ 364.1	$ 340.5
Foreign currency contracts \| Not Designated as Hedging Instrument \| Maximum
Derivatives, Fair Value
Outstanding maturities in months, not to exceed	1 month	1 month
Cross currency interest rate \| Designated as Hedging Instrument \| Net investment hedge contracts
Derivatives, Fair Value
Other current liabilities	$ (6.5)	$ (11.0)
Other long-term liabilities	(2.6)	(5.1)
Total fair value	$ (9.1)	$ (16.1)

Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 210
-SubTopic 20
-Name Accounting Standards Codification
-Section 55
-Paragraph 10
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147483444/210-20-55-10

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- Definition

Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

+ References

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-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled after one year or the normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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- Definition

Nominal or face amount used to calculate payment on derivative.

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- Definition

Period remaining until maturity of derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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