Do colored sheep spawn in Minecraft?

This may sound like a stupid question, but bear with me here. I know animals don't breed unless I feed them but if I had blue sheep inside a fenced in area, would blue sheep naturally spawn in the same general area outside the fence. I keep seeing colored sheep (blue, green, red, etc.) running around outside the fence, but I don't seem to be losing any sheep. I have my fence two posts high if that matters.

The colored sheep that spawn are:

White Sheep
Black Sheep
Brown Sheep
Grey Sheep
The rest you have to color yourself using dyes.

I'm sure i've seen a pink sheep unless that was a glitch

The sheep that spawn naturally are:
White
Grey
Brown
Black
Pink(Pink sheep are VERY rare)

Your sheep may have glitched or lagged out of the pen? Or maybe you seem to not loose any because you breed them and then the baby grows up as the other has glitched out