Assumptions Used in Black-Scholes Pricing Model (Detail)	12 Months Ended
Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Stock Option Awards
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term of options in years		6 years 3 months 18 days	6 years 3 months 18 days
Expected volatility, minimum	70.60%	58.40%	56.80%
Expected volatility, maximum	74.10%	75.50%	59.00%
Risk-free interest rate, minimum	3.70%	1.90%	0.80%
Risk-free interest rate, maximum	4.40%	3.90%	1.10%
Expected dividend yield	0.00%	0.00%	0.00%
Stock Option Awards \| Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term of options in years	5 years 6 months
Stock Option Awards \| Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term of options in years	6 years 3 months 18 days
Share-settled Performance Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term of options in years	3 years
Expected volatility	95.60%
Risk-free interest rate	4.10%
Expected dividend yield	0.00%

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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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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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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