Share-Based Compensation - Valuation Assumptions (Details) - $ / shares	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Weighted-average assumptions
Expected volatility, maximum (as a percent)	53.00%
Options
Weighted-average assumptions
Risk-free interest rate, minimum (as a percent)	0.30%	1.60%	2.30%
Risk-free interest rate, maximum (as a percent)	1.70%	2.50%	3.00%
Expected term (in years)		6 years	6 years
Expected volatility, minimum (as a percent)	50.00%	51.00%	53.00%
Expected volatility, maximum (as a percent)		53.00%	54.00%
Weighted-average estimated fair value (in dollars per share)	$ 11.03	$ 10.20	$ 14.32
Minimum \| Options
Weighted-average assumptions
Expected term (in years)	5 years 2 months 12 days
Maximum \| Options
Weighted-average assumptions
Expected term (in years)	6 years 1 month 6 days
2013 ESPP
Weighted-average assumptions
Risk-free interest rate, minimum (as a percent)	0.10%	1.50%	2.10%
Risk-free interest rate, maximum (as a percent)	0.20%	2.40%	2.80%
Expected volatility, minimum (as a percent)	53.00%	40.00%	42.00%
Expected volatility, maximum (as a percent)	76.00%	48.00%	53.00%
Weighted-average estimated fair value (in dollars per share)	$ 8.04	$ 6.17	$ 9.13
2013 ESPP \| Minimum
Weighted-average assumptions
Expected term (in years)	6 months	6 months	6 months
2013 ESPP \| Maximum
Weighted-average assumptions
Expected term (in years)	2 years	2 years	2 years

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- Definition

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.

+ References

No definition available.

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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.

+ References

No definition available.

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- Definition

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

+ References

No definition available.

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- Definition

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

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No definition available.

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- Definition

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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- Definition

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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