SHARE OPTION PLANS AND ESPP - Schedule of Fair Value Assumptions Used Only for Equity Based Awards Estimated Using Black-Scholes Option Pricing Model (Details)	3 Months Ended	12 Months Ended
Mar. 31, 2026	Mar. 31, 2025	Dec. 31, 2025
Stock Option Plans
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (years)	5 years 10 months 2 days	5 years 9 months 10 days
Expected volatility	77.00%	75.00%
Expected volatility, minimum			75.00%
Expected volatility, maximum			77.00%
Risk-free interest rate	3.68%	4.01%
Risk-free interest rate, minimum			4.01%
Risk-free interest rate, maximum			4.02%
Dividend yield	0.00%	0.00%	0.00%
Stock Option Plans \| Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (years)			5 years 6 months
Stock Option Plans \| Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (years)			5 years 9 months 14 days
ESPP
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (years)	6 months	6 months	6 months
Expected volatility	62.00%	89.00%
Expected volatility, minimum			56.00%
Expected volatility, maximum			89.00%
Risk-free interest rate	3.52%	4.16%
Risk-free interest rate, minimum			4.16%
Risk-free interest rate, maximum			4.20%
Dividend yield	0.00%	0.00%	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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- 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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