Is my betta fish sick?.?

So I bought a new betta fish a couple of weeks ago and I feel as if I rescued him form Wal-Mart h*ll. His water wasn't clean. He is brown with coral/pink colored fins. I bought some pebbles to put into his bowl. Well he buries himself down in the rocks and just stays there and then he will swim around the bowl for like a second. He also comes up for air every once in a while. Also he does not eat as much as my other betta fish does.