The New Testament presents both Jesus' conception and baptism as significant moments in relation to his identity as the Son of God.
* Conception: The Gospels of Matthew and Luke describe Jesus' conception as a unique event, with the Holy Spirit overshadowing Mary. The angel Gabriel tells Mary that the child she will bear will be called the "Son of the Most High" (Luke 1:32) and the "Son of God" (Luke 1:35). This suggests that Jesus' sonship was established at conception.
* Baptism: At Jesus' baptism, as described in Matthew 3:13-17, Mark 1:9-11, and Luke 3:21-22, the Holy Spirit descends upon him, and a voice from heaven declares, "This is my beloved Son, with whom I am well pleased" (Matthew 3:17). Some interpret this as a public declaration or affirmation of Jesus' pre-existing sonship.
Therefore, depending on one's interpretation, Jesus was either the beloved son of God at conception, or his baptism was a public declaration or affirmation of Jesus' pre-existing sonship.