He is probably just coloring up. Under pet store conditions most fish lose a little of their vibrant colors because they don't receive the correct level of care. So when you bring them home to heated, clean water and feed them good foods their true colors begin to come in much better.
There is also the marble gene. It is a gene that some bettas have that causes them to change colors. If the fish your talking about is the one in your avatar I don't think he is a marble so he's probably just showing his true, healthy color. :)