Problem with fastcgi_param SCRIPT_FILENAME.

I have setup nginx 1.8 with php-fpm support and it is working as it should, except for this small problem..
If I use:

fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;

I get Access denied... But using the root dir like this works:

fastcgi_param SCRIPT_FILENAME /www/domaindir$fastcgi_script_name;


Shouldn't using $document_root work or am I missing something?


Regards,

BTJ