Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		3 Months Ended		12 Months Ended
	Feb. 12, 2016 USD ($) item	Mar. 29, 2020 USD ($)	Mar. 31, 2019 USD ($)	Dec. 31, 2019	Apr. 24, 2020 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts		60.00%
Period of projected intercompany purchase transactions		12 months		12 months
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts				70.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts				80.00%
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount	$ 300.0
Amount drawn		$ 300.0
Senior unsecured revolving credit facility
Interest Rate Swaps
Amount drawn		80.0
Borrowing capacity	$ 500.0	500.0			$ 800.0
Forward exchange contracts | Designated
Derivative instruments
Designated foreign currency hedges		0.6
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified		$ (0.2)
Period of time for expected reclassification		12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		$ 13.5
Interest Rate Swaps | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item	2
Derivative fixed interest rate	1.31375%
Derivative notional amount	$ 225.0
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion		$ (1.6)	$ (1.3)
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate	0.00%